EFTA02510826.pdf

From: jeffrey E. <jeevacation@gmail.com> Sent: Wednesday, February 11, 2015 10:13 PM To: Daniel Sabba Subject: Re: Follow-up stock screen for Twitter-style trade (C] can you tell me what the recoomendation on fcx was in oct =ov dec. On Tue, Feb 10, 2015 at 8:32 PM, Daniel Sabba rote: Classification: Confidential Jeffrey,<=u> Jay and=Vahe from my team put this together to follow-up on lower priced equities =or which we can implement the TWTR equity structure in either a liste= or OTC structure. To start, we screened the S&P 500 with the following=criteria: =AO Share Price=/span> ($10-$20 range)<=span> =AO Market Capaspan> (>$10bn) =AO Covered by =B Research </=pan> The following 5 nam=s fit the criteria: </=pan> <=span> (Note: Pricing as o= close 02/09/2015) As demonstrated bel=w, all S names remained in a narrow band for the earlier part of 2014. In the latter month= of the year, FCX, BAC and FITS saw a significant increase in implied vola=ility, most notably Freeport-McMoRan (FCX). </=pan> EFTA_R1_01642705 EFTA02510826  <=span> As a result of thes= fluctuations, listed premiums are now as follows: </=pan> v</=> </=pan> <=span> (Note: Pricing as o= close 02/09/2015) (*Premium (%) = Bi=/Price (Sh.)) Regar=s, Danie= </=> This communication may contain confidential and/or privileged information. =f you are not the intended recipient (or have received this communication =n error) please notify the sender immediately and destroy this communicati=n. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidde=. Deutsche Bank does not render legal or tax advice, and the information cont=ined in this communication should not be regarded as such. please =ote The information contained in this communication is confiden=ial, may be attorney-client privileged, may constitute inside informati=n, and is intended only for the use of the addressee. It is the propert= of JEE Unauthorized use, disclosure or copying of this communica=ion or any part thereof is strictly prohibited and may be unlawful. If =ou have received this communication in error, please notify us immediat=ly by return e-mail or by e-mail to jeevacation@gmail.com <mailto:jeevacation@gmail=com> , and destroy this comm=nication and all copies thereof, including all attachments. copyright -=11 rights reserved 2 EFTA_R1_01642706 EFTA02510827